real-analysis-class29 实变函数论应用数学讲义.pdf

實變函數論─應用數學系 吳培元老師 Class 29 Fundamental Thm of Calculus: (I)f Lebesgue integrable on [a,b] g x x f t dt x  ( ) a ( ) for [a,b] Then g  (x) exists a.e. g  f a.e. on [a,b] Pf: As in proof of Lma 4, g exists a.e. may assume f  0   x     f f f g x f ), apply to , ) (Reason: ; ( ) a ( f f f  f (x ) if f (x ) n  Let f n (x )  n otherwise       f f n 0   x (f f n )   a  d x Lma 2 dx a (f f n ) exists,  0 a.e.   i.e., d x f d x f n  dx a dx a n       g  f n (by Lma 4, since f n bdd)      Let n g f a.e.     On the other hand, f 0 g  b  b Lma 5  g g (b) g (a) f a a   b  b g  f a.e. a g a f   b (g f ) 0  a g  f a.e. g  f a.e.    Fund. Thm of Calculus ( Ⅱ): Riemann: exists on [ , ] conti. on [ , ] g a b a b x ( ) ( ) ( ) for [ , ]  g t dt g x g a x  a b a Lebesgue: abso. conti. on [ , ] g a b exists a.e., integrable on [ , ]